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3133统计中等derivationmedium

Posterior Mean from Three Noisy Measurements

题目

Suppose θN(1,16)\theta\sim N(-1,16) and conditional on θ\theta, you observe n=3n=3 independent measurements with known variance σ2=1\sigma^2=1 and sample mean xˉ=2\bar x=2. Compute the posterior mean and posterior variance of θ\theta.

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Posterior Mean

Posterior Variance